+13.8%
FIX vs ESI
+18.3%
-4.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.1% |
| 7D | -13.9% | -6.6% | -7.3% | -8.4% |
| 30D | -35.5% | -9.8% | -25.7% | -29.4% |
| 3M | -33.9% | -11.9% | -22.0% | -26.5% |
| 6M | -43.3% | -25.1% | -18.2% | -29.0% |
| YTD | +18.7% | +31.9% | -13.2% | +0.7% |
| 1Y | +13.8% | +19.2% | -5.4% | +4.4% |
| All | +13.8% | +18.3% | -4.6% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling